I own the standalone generator. I just set up a new site (http://www.carladaly.co.uk) and planning to use it there as well. However before that I ran the free online generator. The sitemaps used to have been generated correctly however in the validation window I see this:

It was in the xml validation window. I had some errors on the site when I ran it first so I got this error and no sitemap generated. I fixed the error and I got the sitemaps generated, but still saw the error. Perhaps it was in the browser cache or similar.